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st: RE: Hausman test

From   "Schaffer, Mark E" <>
To   <>
Subject   st: RE: Hausman test
Date   Mon, 22 Oct 2007 16:33:00 +0100


> -----Original Message-----
> From: 
> [] On Behalf Of 
> Rodolfo Coelho Prates
> Sent: 22 October 2007 13:29
> To:
> Subject: st: Hausman test
> Dear Statalisters
> I estimeted a panel model, and itīs used, pooled regression, 
> fixed efect and randon efect. After this, when the stata run 
> the hausman test, the result is negative. The message is that 
> the matrix is not positive definite. In this form, I donīt 
> know if the fixed efect is more efficient than randon efect. 
> How can I do?

Short answer: install -xtoverid- from SSC (from within Stata, -findit xtoverid- and follow the links.  It will give you a Hausman test stat after estimation with random effects that is guaranteed to be non-negative and can (unlike the standard Hausman test) be made robust to clustering and the like.

Longer (sort of) answer: this question comes up on Statalist fairly regularly.  Try googling on the keywords "statalist negative hausman" and browse through some of the Statalist postings, e.g., one of my contributions:


> Best regards,
> Rodolfo
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